+396.9%
APP vs EQX
+41.2%
+355.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.6% |
| 7D | +1.1% | -3.2% | +4.3% | +1.9% |
| 30D | +6.6% | +7.8% | -1.1% | +4.0% |
| 3M | -32.3% | +21.3% | -53.6% | -36.4% |
| 6M | -29.8% | -22.4% | -7.4% | -26.5% |
| YTD | -51.9% | -11.3% | -40.6% | -51.6% |
| 1Y | -43.3% | +13.5% | -56.8% | -46.7% |
| 3Y | +664.1% | +162.1% | +501.9% | +453.3% |
| 5Y | +318.7% | +84.2% | +234.5% | +209.5% |
| All | +396.9% | +41.2% | +355.7% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EQX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling